+346.6%
PSX vs JBHT
+192.4%
+154.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.3% |
| 7D | -13.1% | -1.6% | -11.5% | -12.6% |
| 30D | -9.5% | -2.3% | -7.2% | -9.0% |
| 3M | +20.2% | -18.5% | +38.7% | +28.1% |
| 6M | +44.9% | -11.3% | +56.2% | +48.5% |
| YTD | +94.4% | +12.6% | +81.8% | +79.0% |
| 1Y | +83.1% | +29.8% | +53.3% | +58.6% |
| 3Y | +132.2% | +28.1% | +104.1% | +95.1% |
| 5Y | +278.8% | +17.7% | +261.2% | +216.3% |
| All | +346.6% | +192.4% | +154.2% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling